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Parametric estimation of long memory in factor models
Ergemen, Yunus Emre - 2022
Persistent link: https://www.econbiz.de/10013367389
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Forecasting causes of death using compositional data analysis : the case of cancer deaths
Kjærgaard, Søren; Ergemen, Yunus Emre; … - 2019
Persistent link: https://www.econbiz.de/10012063970
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Longevity forecasting by socio-economic groups using compositional data analysis
Kjærgaard, Søren; Ergemen, Yunus Emre; Boucher, … - 2019
Persistent link: https://www.econbiz.de/10012063977
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System estimation of panel data models under long-range dependence
Ergemen, Yunus Emre - 2016
Persistent link: https://www.econbiz.de/10011421766
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Generalized efficient inference on factor models with long-range dependence
Ergemen, Yunus Emre - 2016
Persistent link: https://www.econbiz.de/10011421769
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Persistence heterogeneity testing in panels with interactive fixed effects
Ergemen, Yunus Emre; Velasco, Carlos - 2018
Persistent link: https://www.econbiz.de/10011864865
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A dynamic multi-level factor model with long-range dependence
Ergemen, Yunus Emre; Rodríguez-Caballero, Carlos Vladimir - 2016
Persistent link: https://www.econbiz.de/10011524107
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Common long-range dependence in a panel of hourly Nord Pool electricity prices and loads
Ergemen, Yunus Emre; Haldrup, Niels; … - 2015
Persistent link: https://www.econbiz.de/10011409105
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Assessing predictive accuracy in panel data models with long-range dependence
Borup, Daniel; Christensen, Bent Jesper; Ergemen, Yunus Emre - 2019
Persistent link: https://www.econbiz.de/10011991275
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Parametric portfolio policies with common volatility dynamics
Ergemen, Yunus Emre; Taamouti, Abderrahim - 2015
Persistent link: https://www.econbiz.de/10011327704